Detecting Phase Transitions through Non-Equilibrium Work Fluctuations

We show how averages of exponential functions of path-dependent quantities, such as those of Work Fluctuation Theorems, detect phase transitions in deterministic and stochastic systems. State space truncation—the restriction of the observations to a subset of state space with prescribed probability—is introduced to obtain that result. Two stochastic processes undergoing first-order phase transitions are analyzed both analytically and numerically: a variant of the Ehrenfest urn model and the 2D Ising model subject to a magnetic field. In the presence of phase transitions, we prove that even minimal state space truncation makes averages of exponentials of path-dependent variables sensibly deviate from full state space values. Specifically, in the case of discontinuous phase transitions, this approach is strikingly effective in locating the transition value of the control parameter. As this approach works even with variables different from those of fluctuation theorems, it provides a new recipe to identify order parameters in the study of non-equilibrium phase transitions, profiting from the often incomplete statistics that are available.